English
Related papers

Related papers: Economic networks in and out of equilibrium

200 papers

Economic integration, globalization and financial crises represent examples of processes whose understanding requires the analysis of the underlying network structure. Of particular interest is establishing whether a real economic network…

General Finance · Quantitative Finance 2016-01-06 Tiziano Squartini , Diego Garlaschelli

The level of systemic risk in economic and financial systems is strongly determined by the structure of the underlying networks of interdependent entities that can propagate shocks and stresses. Since changes in network structure imply…

Many complex networks are known to exhibit sudden transitions between alternative steady states with contrasting properties. Such a sudden transition demonstrates a network's resilience, which is the ability of a system to persist in the…

Adaptation and Self-Organizing Systems · Physics 2021-02-24 Subhendu Bhandary , Taranjot Kaur , Tanmoy Banerjee , Partha Sharathi Dutta

Following the financial crisis of 2007-2008, a deep analogy between the origins of instability in financial systems and complex ecosystems has been pointed out: in both cases, topological features of network structures influence how easily…

Risk Management · Quantitative Finance 2017-02-28 Marco Bardoscia , Stefano Battiston , Fabio Caccioli , Guido Caldarelli

Although classical economic theory is based on the concept of stable equilibrium, real economic systems appear to be always out of equilibrium. Indeed, they share many of the dynamical features of other complex systems, e.g., ecological…

Physics and Society · Physics 2010-11-16 Sitabhra Sinha

The global financial crisis in 2007-2009 demonstrated that systemic risk can spread all over the world through a complex web of financial linkages, yet we still lack fundamental knowledge about the evolution of the financial web. In…

Statistical Finance · Quantitative Finance 2018-06-11 Teruyoshi Kobayashi , Taro Takaguchi

The financial crisis clearly illustrated the importance of characterizing the level of 'systemic' risk associated with an entire credit network, rather than with single institutions. However, the interplay between financial distress and…

Physics and Society · Physics 2015-12-10 Tiziano Squartini , Iman van Lelyveld , Diego Garlaschelli

Dynamical phase transitions (DPTs) characterize critical changes in system behavior occurring at finite times, providing a lens to study nonequilibrium phenomena beyond conventional equilibrium physics. While extensively studied in quantum…

Physics and Society · Physics 2024-12-10 Jiazhen Liu , Nathaniel M. Aden , Debasish Sarker , Chaoming Song

A financial system contains many elements networked by their relationships. Extensive works show that topological structure of the network stores rich information on evolutionary behaviors of the system such as early warning signals of…

Statistical Finance · Quantitative Finance 2018-05-09 Li Zhou , Lu Qiu , Changgui Gu , Huijie Yang

In the past few years, the discoveries of small-world and scale-free properties of many natural and artificial complex networks have stimulated significant advances in better understanding the relationship between the topology and the…

Disordered Systems and Neural Networks · Physics 2009-09-29 Xiang Li

How do networks of relationships evolve over time? We analyse a dataset tracking the social interactions of 900 individuals over four years. Despite continuous shifts in individual relationships, the macroscopic structural properties of the…

Physics and Society · Physics 2025-06-04 Miguel A. González-Casado , Andreia Sofia Teixeira , Angel Sánchez

The International Trade Network (ITN) is the network formed by trade relationships between world countries. The complex structure of the ITN impacts important economic processes such as globalization, competitiveness, and the propagation of…

General Finance · Quantitative Finance 2017-05-18 Assaf Almog , Tiziano Squartini , Diego Garlaschelli

Many social, biological, and economic systems can be approached by complex networks of interacting units. The behaviour of several models on small-world networks has recently been studied. These models are expected to capture the essential…

Statistical Mechanics · Physics 2009-11-07 Alejandro D. Sanchez , Juan M. Lopez , Miguel A. Rodriguez

The economical world consists of a highly interconnected and interdependent network of firms. Here we develop temporal and structural network tools to analyze the state of the economy. Our analysis indicates that a strong clustering can be…

In statistical physics any given system can be either at an equilibrium or away from it. Networks are not an exception. Most network models can be classified as either equilibrium or growing. Here we show that under certain conditions there…

Statistical Mechanics · Physics 2013-08-13 Dmitri Krioukov , Massimo Ostilli

The recent financial crisis have generated renewed interests in fragilities of global financial networks among economists and regulatory authorities. In particular, a potential vulnerability of the financial networks is the "financial…

General Finance · Quantitative Finance 2014-08-27 Bhaskar DasGupta , Lakshmi Kaligounder

The fluctuating dynamics of a network about its stable, noise-free steady state are theoretically investigated. Various causes of non-equilibrium dynamics are identified in terms of the properties and symmetry of the network connections and…

Statistical Mechanics · Physics 2026-04-15 Pik-Yin Lai

The financial market is a complex dynamical system composed of a large variety of intricate relationships between several entities, such as banks, corporations and institutions. At the heart of the system lies the stock exchange mechanism,…

Theory of complex networks proved successful in the description of a variety of static networks ranging from biology to computer and social sciences and to economics and finance. Here we use network models to describe the evolution of a…

Physics and Society · Physics 2014-08-25 Zhen Zhu , Federica Cerina , Alessandro Chessa , Guido Caldarelli , Massimo Riccaboni

We investigate the emergence of synchronization in a network of coupled chaotic macroeconomic systems. Each node represents an economy characterized by three key variables savings, gross domestic product (GDP), and foreign capital inflows.…

Adaptation and Self-Organizing Systems · Physics 2026-05-26 Thierry Njougouo , Fernando Fagundes Ferreira , Diego Garlaschelli
‹ Prev 1 2 3 10 Next ›